+637.3%
MXL vs ESI
+226.4%
+410.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +0.6% | +5.4% | +5.7% |
| 7D | +15.5% | +5.4% | +10.1% | +12.1% |
| 30D | -11.3% | -4.2% | -7.1% | -8.5% |
| 3M | -16.1% | -9.6% | -6.5% | -8.0% |
| 6M | +323.0% | +18.3% | +304.7% | +313.4% |
| YTD | +281.5% | +45.8% | +235.7% | +234.2% |
| 1Y | +319.3% | +39.2% | +280.1% | +278.0% |
| 3Y | +189.4% | +86.3% | +103.1% | +130.7% |
| 5Y | +26.0% | +76.2% | -50.2% | +4.7% |
| 10Y | +243.5% | +306.8% | -63.3% | +107.4% |
| All | +637.3% | +226.4% | +410.8% | +441.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ESI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling